The performance of bid-ask spread estimators under less than ideal conditions
Michael Bleaney and Zhiyong Li
| Year of publication: |
2015
|
|---|---|
| Authors: | Bleaney, Michael F. ; Li, Zhiyong |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 32.2015, 1, p. 98-127
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| Subject: | Bid-ask spread | Feedback trading | Estimation | Geld-Brief-Spanne | Schätzung | Schätztheorie | Estimation theory | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011380759